+3,365.1%
SIMO vs BHP
+880.6%
+2,484.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.9% |
| 7D | +4.2% | -2.9% | +7.1% | +5.6% |
| 30D | +4.1% | +3.4% | +0.7% | +2.1% |
| 3M | -12.9% | +4.1% | -16.9% | -14.4% |
| 6M | +110.3% | +20.6% | +89.8% | +92.5% |
| YTD | +178.6% | +56.1% | +122.5% | +126.7% |
| 1Y | +220.0% | +69.6% | +150.4% | +151.2% |
| 3Y | +409.0% | +78.8% | +330.2% | +285.9% |
| 5Y | +277.3% | +113.1% | +164.3% | +150.3% |
| 10Y | +506.6% | +505.9% | +0.7% | +127.2% |
| All | +3,365.1% | +880.6% | +2,484.5% | +1,074.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling